Some topics in regenerative steady-state simulation

DOI10.1007/BF00994267zbMath0799.60084OpenAlexW1971572301MaRDI QIDQ1323529

Peter W. Glynn

Publication date: 17 November 1994

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00994267

zbMATH Keywords

steady-state simulationHarris recurrentintroduction to the regenerative method

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Renewal theory (60K05)

Related Items (17)

Sensitivity analysis of regenerative queuing models ⋮ Estimation methods for passage times using one-dependent cycles ⋮ On the biological foundation of risk preferences ⋮ Wide-sense regeneration for Harris recurrent Markov processes: an open problem ⋮ Three-level modeling of a speed-scaling supercomputer ⋮ Nonexistence of a class of variate generation schemes. ⋮ Further criteria for positive Harris recurrence of Markov chains ⋮ Application of Splitting to Failure Estimation in Controllable Degradation System ⋮ Markov Processes with Restart ⋮ Accelerated consistent estimation of a high load probability in \(M/G/1\) and \(GI/G/1\) queues ⋮ Large deviation asymptotics and control variates for simulating large functions ⋮ Accelerated Regeneration for Markov Chain Simulations ⋮ Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes ⋮ Efficient Simulation via Coupling ⋮ Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints ⋮ Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions ⋮ Regenerative simulation of TES processes

Cites Work

• One-Dependent Regenerative Processes and Queues in Continuous Time
• Stationarity detection in the initial transient problem
• [https://portal.mardi4nfdi.de/wiki/Publication:5564837 Mesure invariante sur les classes r�currentes des processus de Markov]
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Some topics in regenerative steady-state simulation